--I implemented PLSA (Probabilistic Latent Semantic Analysis) in Python.
--Speeding up and error handling (such as log (0) countermeasures) will be done at a later date.
One of the clustering methods,
It is a model called. In the formula
P(d,w) = P(d)\sum_{z}P(z|d)P(w|z)
However, it is slightly deformed
P(d,w) = \sum_{z}P(z)P(d|z)P(w|z)
I often deal with.
Log-likelihood for this model
L = \sum_{d}\sum_{w}N(d,w)\log P(d,w)
Is the maximumP(z), P(d|z), P(w|z)Is calculated using the EM algorithm.
N (d, w) is the number of times the word w appears in document d.
Repeat the following E and M steps until the log-likelihood converges.
--E step
P(z|d,w) = \frac{P\left( z \right)P\left( d | z \right)P\left( w | z \right)}{\sum_{z} P\left( z \right)P\left( d | z \right)P\left( w | z \right)}
--M step
\begin{eqnarray}
P\left( z \right) & = & \frac{\sum_{d} \sum_{w} N_{d, w} P\left( z | d, w \right)}{\sum_{d} \sum_{w} N_{d, w}} \\
P\left( d | z \right) & = & \frac{\sum_{w} N_{d, w} P \left( z | d, w \right)}{\sum_{d} \sum_{w} N_{d, w} P \left( z | d, w \right)} \\
P\left( w | z \right) & = & \frac{\sum_{d} N_{d, w} P \left( z | d, w \right)}{\sum_{d} \sum_{w} N_{d, w} P \left( z | d, w \right)}
\end{eqnarray}
With the idea that it can be used for other than documents and words,
P(x,y) = \sum_{z}P(z)P(x|z)P(y|z)
It is said.
plsa.py
import numpy as np
class PLSA(object):
    def __init__(self, N, Z):
        self.N = N
        self.X = N.shape[0]
        self.Y = N.shape[1]
        self.Z = Z
        # P(z)
        self.Pz = np.random.rand(self.Z)
        # P(x|z)
        self.Px_z = np.random.rand(self.Z, self.X)
        # P(y|z)
        self.Py_z = np.random.rand(self.Z, self.Y)
        #Normalization
        self.Pz /= np.sum(self.Pz)
        self.Px_z /= np.sum(self.Px_z, axis=1)[:, None]
        self.Py_z /= np.sum(self.Py_z, axis=1)[:, None]
    def train(self, k=200, t=1.0e-7):
        '''
Repeat steps E and M until the log-likelihood converges
        '''
        prev_llh = 100000
        for i in xrange(k):
            self.e_step()
            self.m_step()
            llh = self.llh()
            if abs((llh - prev_llh) / prev_llh) < t:
                break
            prev_llh = llh
    def e_step(self):
        '''
E step
        P(z|x,y)Update
        '''
        self.Pz_xy = self.Pz[None, None, :] \
            * self.Px_z.T[:, None, :] \
            * self.Py_z.T[None, :, :]
        self.Pz_xy /= np.sum(self.Pz_xy, axis=2)[:, :, None]
    def m_step(self):
        '''
M step
        P(z), P(x|z), P(y|z)Update
        '''
        NP = self.N[:, :, None] * self.Pz_xy
        self.Pz = np.sum(NP, axis=(0, 1))
        self.Px_z = np.sum(NP, axis=1).T
        self.Py_z = np.sum(NP, axis=0).T
        self.Pz /= np.sum(self.Pz)
        self.Px_z /= np.sum(self.Px_z, axis=1)[:, None]
        self.Py_z /= np.sum(self.Py_z, axis=1)[:, None]
    def llh(self):
        '''
Log likelihood
        '''
        Pxy = self.Pz[None, None, :] \
            * self.Px_z.T[:, None, :] \
            * self.Py_z.T[None, :, :]
        Pxy = np.sum(Pxy, axis=2)
        Pxy /= np.sum(Pxy)
        return np.sum(self.N * np.log(Pxy))
I use it like this. Examples are X = 5, Y = 4, Z = 2.
import numpy as np
from plsa import PLSA
N = np.array([
    [20, 23, 1, 4],
    [25, 19, 3, 0],
    [2, 1, 31, 28],
    [0, 1, 22, 17],
    [1, 0, 18, 24]
])
plsa = PLSA(N, 2)
plsa.train()
print 'P(z)'
print plsa.Pz
print 'P(x|z)'
print plsa.Px_z
print 'P(y|z)'
print plsa.Py_z
print 'P(z|x)'
Pz_x = plsa.Px_z.T * plsa.Pz[None, :]
print Pz_x / np.sum(Pz_x, axis=1)[:, None]
print 'P(z|y)'
Pz_y = plsa.Py_z.T * plsa.Pz[None, :]
print Pz_y / np.sum(Pz_y, axis=1)[:, None]
result
P(z)
[ 0.3904831  0.6095169]
P(x|z)
[[  4.62748437e-01   5.01515512e-01   2.44650515e-02   1.11544339e-02   1.16565226e-04]
 [  3.16718954e-02   1.99625810e-09   4.08159551e-01   2.66294583e-01   2.93873968e-01]]
P(y|z)
[[  4.92518417e-01   4.69494935e-01   3.79855484e-02   1.09954245e-06]
 [  1.25999484e-02   5.73485868e-06   4.88365926e-01   4.99028390e-01]]
P(z|x)
[[  9.03477222e-01   9.65227775e-02]
 [  9.99999994e-01   6.21320706e-09]
 [  3.69800871e-02   9.63019913e-01]
 [  2.61337075e-02   9.73866292e-01]
 [  2.54046982e-04   9.99745953e-01]]
P(z|y)
[[  9.61600593e-01   3.83994074e-02]
 [  9.99980934e-01   1.90663270e-05]
 [  4.74646871e-02   9.52535313e-01]
 [  1.41157067e-06   9.99998588e-01]]
――Broadcasting of Numpy is convenient.
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